Alternatives and similar repositories for lpirfs

Users that are interested in lpirfs are comparing it to the libraries listed below

• chrstdanne / VARsignR
  Estimating VARs using sign restrictions in R
  ☆21Updated 9 years ago
• ojorda / JEL-Code
  Local Projections by Oscar Jorda and Alan Taylor. STATA code
  ☆42Updated last year
• alexanderlange53 / svars
  R Package for data driven SVAR identification of impulse response functions
  ☆51Updated 2 months ago
• rsaggio87 / LeaveOutTwoWay
  Bias corrected estimates of variance components in two fixed effects models as described in Kline, Saggio and Sølvsten (2020)
  ☆30Updated last year
• FK83 / bvarsv
  Analysis of the Primiceri (REStud, 2005) model
  ☆32Updated last year
• setzler / textables
  Customized LaTeX tables in R
  ☆30Updated 2 years ago
• danielegirardi / lpdid
  Implementing Local Projections Difference-in-Differences (LP-DiD) estimators
  ☆71Updated last week
• kylebutts / ssaggregate
  Create industry-level aggregates for shift-share IV following Borusyak, Hull, and Jaravel (2022)
  ☆28Updated last month
• rickecon / OGcourse_F17
  Economic Policy Analysis with Overlapping Generations Models (Autumn 2017)
  ☆30Updated 8 years ago
• fpinter / git-for-economists
  An introduction to Git, for economists
  ☆39Updated 3 years ago
• jm4474 / Lag-augmented_LocalProjections
  Inference on impulse responses using local projection or VAR methods, with or without lag augmentation.
  ☆37Updated 3 years ago
• nk027 / bvar
  Toolkit for the estimation of hierarchical Bayesian vector autoregressions. Implements hierarchical prior selection for conjugate priors …
  ☆55Updated last year
• GabrieleRovigatti / prodest
  Stata and R functions for production function estimation
  ☆39Updated 5 years ago
• franzmohr / bvartools
  Functions for Bayesian inference of vector autoregressive and vector error correction models
  ☆33Updated last year
• lachlandeer / hayashir
  R Companion to the textbook "Econometrics" by Fumio Hayashi
  ☆38Updated 2 years ago
• dseconf / DSE2019
  Teaching materials from DSE2019 summer school at Chicago Booth
  ☆38Updated 6 years ago
• jstac / nyu_macro_fall_2018
  Course notes for the first half of ECON-GA 1025 – Macroeconomic Theory I, Fall Semester 2018
  ☆59Updated 7 years ago
• ryanedmundkessler / simultaneous_confidence_bands
  Stata function to compute simultaneous sup-t confidence bands following Montiel Olea and Plagborg-Møller (2019)
  ☆12Updated 6 years ago
• OU-PhD-Econometrics / fall-2020
  ☆113Updated 4 years ago
• hisamsabouni / macroLectures
  Macroeconomics at Claremont Graduate University
  ☆48Updated 6 years ago
• jm4474 / Courses-IntroEconometrics-Ph.D
  This course provides a graduate level introduction to probability and statistics. The course was designed for economists starting their d…
  ☆27Updated 4 years ago
• tlamadon / rblm
  R package for estimation of complementarities in two-way fixed effects models
  ☆28Updated 10 months ago
• charliemurry / empirical-methods
  Materials for Empirical Methods for Applied Microeconomics PhD course.
  ☆29Updated 3 years ago
• matthieugomez / regife
  Stata command to estimate models with interactive fixed effects (Bai 2009)
  ☆25Updated 4 years ago
• mpfarrho / mf-bavart
  MF-BAVART model introduced in "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs"
  ☆34Updated last month
• JMSLab / xtevent
  Stata package -xtevent-
  ☆47Updated last week
• mdroste / stata-binscatter2
  Really fast binned scatterplots in Stata
  ☆42Updated 2 years ago
• jdingel / projecttemplate
  Common starting point for research projects
  ☆112Updated last week
• donskerclass / ComputationalMethodsClass
  Class Materials for 47-809 Computational Methods for Economics at Carnegie Mellon
  ☆81Updated last year
• ubcecon / ECON622
  ☆36Updated last year